Anic Equity¶

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Total return since start: 0.604 %¶

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Equity now: -----------------------------> 49004.39 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44835.51 Kr¶

PnL: ---------------------------------------> -112.49 Kr¶

DD now: ---------------------------------> -7.748 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 17:00:55.057186'

Anic Portfolio¶

Today¶

Return: -0.606 %¶

This Week¶

Return: -0.606 %¶

Total portfolio value¶

Return including deposits: 60.428 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.170000 1663.740000 196.200000 13.370000 1467.540000
Sedana Medical 93 2.220000 2570.520000 55.800000 2.220000 2514.720000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Platzer Fastigheter Holding B 12 2.000000 978.000000 19.200000 2.000000 958.800000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
JM 6 2.160000 880.800000 18.600000 2.160000 862.200000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
Sagax B 4 1.460000 864.400000 12.400000 1.460000 852.000000
Catena 2 1.520000 801.600000 12.000000 1.520000 789.600000
Atrium Ljungberg B 5 1.290000 945.000000 12.000000 1.290000 933.000000
BioGaia B 8 0.600000 933.600000 5.600000 0.600000 928.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Hexatronic Group 12 0.350000 967.920000 3.360000 0.350000 964.560000
Clas Ohlson B 12 0.310000 973.800000 3.000000 0.310000 970.800000
Gränges 9 0.290000 928.800000 2.700000 0.290000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Biotage 7 0.150000 940.800000 1.400000 0.150000 939.400000
ASSA ABLOY B 3 0.120000 777.900000 0.900000 0.120000 777.000000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
Byggmax Group 33 -0.210000 952.380000 -1.980000 -0.210000 954.360000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.480000 933.500000 -4.500000 -0.480000 938.000000
Alimak Group 11 -0.590000 920.700000 -5.500000 -0.590000 926.200000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Addnode Group B 11 -1.380000 905.850000 -12.650000 -1.380000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Vitec Software Group B 2 -3.410000 1047.000000 -37.000000 -3.410000 1084.000000
Latour B 4 -4.400000 817.600000 -37.600000 -4.400000 855.200000
Indutrade 5 -4.080000 1165.000000 -49.500000 -4.080000 1214.500000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
Hexagon B 26 -1.730000 3391.700000 -59.800000 -1.730000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -7.730000 1343.450000 -111.550000 -7.670000 1455.000000
TOTAL 44835.510000 -112.490000 -7.74837% 44948.000000

Updated:¶

'2023-07-03 17:01:11.794513'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶